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| GEST1053-1 | Workshop for business simulation | ||||||||
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| Duration : | 30h Th | ||||||||
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| Holder(s) : | Louis Esch, Wilfried Niessen | ||||||||
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| Course contents : | 1. General principles: assessment models, arbitration logic 2. Shares - Return, risk, assessment and efficiency of markets - Diversification and portfolio theory - Models for balancing financial assets - Assessment of performance and strategies in portfolio management - Models for the evolution of shares 3. Bonds - Assessment, risk factors and characteristics - Structure of interest rates - Strategy for the management of bondholders' portfolios - Models for the evolution of bonds 4. Options - General characteristics and strategies with options - Models for the assessment of various options (on shares, on currency exchange, etc.) | ||||||||
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| Course objective : | Introducing students to major models in mathematical and stochastic finance. Provide them with notions in strategic management related to standard financial products. | ||||||||
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| Prerequisites : | Mathematics (linear calculus, multivariate analysis) - Probabilities - Statistics | ||||||||
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| Organization : | Ex-cathedra lectures with practical illustrations. Computer exercices. | ||||||||
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| Written notes : | ESCH L., KIEFFER R., LOPEZ T., Asset & Risk Management, De Boeck, 2003 | ||||||||
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| Assessment : | 1st and 2nd session: written examination with access to course material, consisting mainly of exercises to be solved on the computer | ||||||||
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| Contacts : | Louis Esch HEC-Management school (building N1) Tel.: 04/232.73.00 email: louis.esch@ulg.ac.be Wilfried Niessen HEC-Ecole de Gestion de l'ULg (Bât. N1) Tél.: +32 4 2327264 email : Wilfried.Niessen@ulg.ac.be | ||||||||
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ULg : Students and Studies Administration - Academic Affairs
Contact : Monique Marcourt, direction A.E.E.
Date of data : 27/02/2006
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